+489.1%
KLAC vs LLY
+361.9%
+127.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.2% |
| 7D | +10.6% | -3.1% | +13.7% | +11.2% |
| 30D | -4.5% | -5.1% | +0.6% | -3.8% |
| 3M | -10.3% | -2.1% | -8.2% | -10.6% |
| 6M | +40.9% | +13.8% | +27.0% | +35.2% |
| YTD | +56.1% | +5.1% | +51.0% | +51.6% |
| 1Y | +109.0% | +53.1% | +55.9% | +81.8% |
| 3Y | +288.8% | +95.6% | +193.2% | +212.5% |
| 5Y | +489.1% | +361.5% | +127.6% | +247.6% |
| All | +489.1% | +361.9% | +127.2% | +247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling